One vertex per element, one color per generator, with an edge from x to x·s.
(1,2,4,5)(3,6,7,8)(9,10,13,14)(11,12,16,15)(17,18,22,20)(19,24,21,23)(26,30)(27,33)(32,35)(34,39)(2,5)(6,8)(25,26,29,30)(27,31,33,37)(28,35,36,32)(34,40,39,38)(3,7)(6,8)(10,14)(11,16)(17,19,22,21)(18,23,20,24)(25,26)(27,31)(28,32)(29,30)(33,37)(34,38)(35,36)(39,40)(1,3,4,7)(2,6,5,8)(9,11,13,16)(10,15,14,12)(17,20,22,18)(19,23,21,24)(25,27,29,33)(26,31,30,37)(28,34,36,39)(32,38,35,40)(1,2)(3,6)(4,5)(7,8)(9,12,13,15)(10,16,14,11)(17,21,22,19)(18,23,20,24)(25,28)(26,32)(27,34)(29,36)(30,35)(31,38)(33,39)(37,40)A Cayley diagram is a choice, not a fact about the group. Another drawing of this group — in a book, or on a different generating set — may look nothing like this one.